Cats are the best I think because they are affectionate and independent as well, I suppose it also depends on your lifestyle as well and what pet suits your way of life, say if you live alone and don't go out much maybe a cat or even a bird and if you are more of an outgoing person probably a dog because you could take him for walks but the best pet to me personally is a pet that you really like and bond with, it doesn't matter which pet it is as long as you are both happy.
I agree with Vider, it depends on your lifestyle and living situation. I myself prefer dogs. I go hiking a lot and love taking my dogs with me. My dogs are both kind of big and that fact deters people from messing with me when I am hiking in the middle of nowhere alone. For me, dogs (at least my dogs) are my best friends, hiking buddies and my protection.